A DSS oriented method for multiobjective linear programming problems

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Abstract

Most of practical linear programming problems involve multiple and conflicting objectives. The paper presents an interactive method to approach this kind of problems. The main original aspect of this method lies in the fact that it combines the advantageous features of both the paradigms of Satisfactory Goals and Multiattribute Utility Assesment. It is a DSS oriented approach providing a ‘two level’ interaction:

  • 1.

    (1) interactive assessment of the decision maker's utility function using the UTA ordinal regression model;

  • 2.

    (2) interactive modification of the satisfaction levels. Piecewise linear optimazation techniques are used to determine, at each iteration, a new compromise solution over the set of efficient solutions.

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  • Cited by (0)

    1

    Yannis Siskos received a D.E.A. (1977) and a Doctorat 3e Cycle (1979) in computer science and operational research from the university ‘Pierre et Marie Curie’ and his Doctorat d'Etat (1984) in management science from the University ‘Paris-Dauphine’ in France. He is currently professor at the Technical University of Crete. Between 1982–1984 has been Maitre-Assistant at the University Paris-Dauphine. His research interests fall into the areas of multiple criteria decision making and the design and development of decision support systems for large scale managerial tasks. He is the author of over 40 articles in several journals.

    2

    Dimitris K. Despotis received a Doctorat from the Graduate School of Industrial Studies, Piraeus, Greece, His specialization is in Multiple Criteria Decision Making. He is currently a Lecturer of Mathematical Programming and Operations Research at the Piraeus Graduate School of Industrial Studies. His research interests include Management Information Systems and Decision Support Systems.

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